Last price paid | 0.98 | |
Change | +3.16% [ +0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 19.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +38.89% |
Year to date (YTD) | +157.89% |
1 month | -19.01% |
3 months | +66.10% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.72 |
Underlying price on issue | 16.24 |
Premium | 0.09% |
Premium p.a. | 0.97% |
Leverage | 0.75 |
Implied volatility | 2.27 |
ISIN | CH1268369753 |
Symbol | VAROXZ |
Security | 126836975 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Varta, DE000A0TGJ55 |
Underlying ISIN | DE000A0TGJ55 |
Strike | 20.00 |
C/P type | put |
Subscription ratio | 10.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 10 |
Value day | 12.06.2023 |
Premium | 9.32% |
Premium p.a. | 97.18% |
Leverage | 1.09 |
Implied volatility | 226.92% |
Moneyness | in-the-money |
Leverage | 0.7513 |
Delta | -0.6922 |
Gamma | 0.0046 |
Theta | -0.0037 |
Rho | -0.0017 |
Vega | 0.0012 |
Fair value | 0.10 |
Intrinsic value | n.a. |
Break-even | 9.92 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Compagnie Financi... | 143.35 |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |